caa a22 4500 477092179 CHVBK 20180405111518.0 cr unu---uuuuu 170330e19960401xx s 000 0 eng 10.1007/BF02589587 doi (NATIONALLICENCE)springer-10.1007/BF02589587 Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic [Elektronische Daten] [Ya. Nikitin, A. Tchirina] Summary: The sample scale-free Gini index is known to be a powerful test of exponentiality against a broad class of alternatives. To understand better the efficiency properties of this test we calculate its Bahadur efficiency for most commonly used parametric alternatives to the exponential distribution. Using variational arguments and the Bahadur-Raghavachari inequality for exact slopes we find the conditions of local Bahadur optimality of the Gini test. It turns out that this property surprisingly holds for a family of alternative distributions including the well-known Gompertz-Makeham distribution. Società Italiana di Statistica, 1996 Nikitin Ya Department of Mathematics and Mechanics, St. Petersburg University, 198904, Russia aut Tchirina A. Department of Mathematics and Mechanics, St. Petersburg University, 198904, Russia aut Journal of the Italian Statistical Society Springer-Verlag 5/1(1996-04-01), 163-175 1121-9130 5:1<163 1996 5 10260 https://doi.org/10.1007/BF02589587 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02589587 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Nikitin Ya Department of Mathematics and Mechanics, St. Petersburg University, 198904, Russia aut NATIONALLICENCE 700 1- Tchirina A. Department of Mathematics and Mechanics, St. Petersburg University, 198904, Russia aut NATIONALLICENCE 773 0- Journal of the Italian Statistical Society Springer-Verlag 5/1(1996-04-01), 163-175 1121-9130 5:1<163 1996 5 10260 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer